Local empirical spectral measure of multivariate processes with long range dependence

57 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

A Test Against Spurious Long Memory (2011, methodology): “Deo, Hurvich, and Yi (2006), Koopman, Jungbacker, and Hol (2005), and Christensen and Nielsen (2007) studied other volatility series and reached similar conclusions.”